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Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However,…

Machine Learning · Statistics 2018-10-23 Juliette Achdou , Joseph C. Lam , Alexandra Carpentier , Gilles Blanchard

The Monte Carlo algorithm is increasingly utilized, with its central step involving computer-based random sampling from stochastic models. While both Markov Chain Monte Carlo (MCMC) and Reject Monte Carlo serve as sampling methods, the…

Computation · Statistics 2024-02-28 Fengyu Li , Huijiao Yu , Jun Yan , Xianyong Meng

Partial Rejection Sampling is an algorithmic approach to obtaining a perfect sample from a specified distribution. The objects to be sampled are assumed to be represented by a number of random variables. In contrast to classical rejection…

Data Structures and Algorithms · Computer Science 2024-09-18 Mark Jerrum

This paper studies two spectrum estimation methods for the case that the samples are obtained at a rate lower than the Nyquist rate. The first method is the correlogram method for undersampled data. The algorithm partitions the spectrum…

Statistics Theory · Mathematics 2013-11-25 Mahdi Shaghaghi , Sergiy A. Vorobyov

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco

This paper reviews the gradient sampling methodology for solving nonsmooth, nonconvex optimization problems. An intuitively straightforward gradient sampling algorithm is stated and its convergence properties are summarized. Throughout this…

Optimization and Control · Mathematics 2018-05-01 James V. Burke , Frank E. Curtis , Adrian S. Lewis , Michael L. Overton , Lucas E. A. Simões

This paper studies a spectrum estimation method for the case that the samples are obtained at a rate lower than the Nyquist rate. The method is referred to as the correlogram for undersampled data. The algorithm partitions the spectrum into…

Information Theory · Computer Science 2018-02-07 Mahdi Shaghaghi , Sergiy A. Vorobyov

There has been a growing interest in wideband spectrum sensing due to its applications in cognitive radios and electronic surveillance. To overcome the sampling rate bottleneck for wideband spectrum sensing, in this paper, we study the…

Information Theory · Computer Science 2019-10-17 Linxiao Yang , Jun Fang , Huiping Duan , Hongbin Li

We consider the task of generating exact samples from a target distribution, known up to normalization, over a finite alphabet. The classical algorithm for this task is rejection sampling, and although it has been used in practice for…

Machine Learning · Computer Science 2021-06-01 Sinho Chewi , Patrik Gerber , Chen Lu , Thibaut Le Gouic , Philippe Rigollet

This paper is a tutorial and literature review on sampling algorithms. We have two main types of sampling in statistics. The first type is survey sampling which draws samples from a set or population. The second type is sampling from…

Methodology · Statistics 2020-11-03 Benyamin Ghojogh , Hadi Nekoei , Aydin Ghojogh , Fakhri Karray , Mark Crowley

A new Monte Carlo algorithm for phase-space sampling, named (MC)**3, is presented. It is based on Markov Chain Monte Carlo techniques but at the same time incorporates prior knowledge about the target distribution in the form of suitable…

High Energy Physics - Phenomenology · Physics 2015-06-12 Kevin Kroeninger , Steffen Schumann , Benjamin Willenberg

The results obtained by analyzing signals with the Square Wave Method (SWM) introduced previously can be presented in the frequency domain clearly and precisely by using the Square Wave Transform (SWT) described here. As an example, the SWT…

Numerical Analysis · Computer Science 2015-11-13 Osvaldo Skliar , Ricardo E. Monge , Guillermo Oviedo , Sherry Gapper

We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.

Data Structures and Algorithms · Computer Science 2011-04-13 Malik Magdon-Ismail

We apply the splitting method to three well-known counting problems, namely 3-SAT, random graphs with prescribed degrees, and binary contingency tables. We present an enhanced version of the splitting method based on the capture-recapture…

Computation · Statistics 2011-04-01 Paul Dupuis , Bahar Kaynar , Ad Ridder , Reuven Rubinstein , Radislav Vaisman

Wideband analog signals push contemporary analog-to-digital conversion systems to their performance limits. In many applications, however, sampling at the Nyquist rate is inefficient because the signals of interest contain only a small…

Information Theory · Computer Science 2016-11-15 Joel A. Tropp , Jason N. Laska , Marco F. Duarte , Justin K. Romberg , Richard G. Baraniuk

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

We propose an efficient novel path sampling-based framework designed to accelerate the investigation of rare events in complex molecular systems. A key innovation is the shift from sampling restricted path ensemble distributions, as in…

Chemical Physics · Physics 2025-03-28 Gianmarco Lazzeri , Peter G. Bolhuis , Roberto Covino

This paper is a survey work for a bigger project for designing a Visual SLAM robot to generate 3D dense map of an unknown unstructured environment. A lot of factors have to be considered while designing a SLAM robot. Sensing method of the…

Robotics · Computer Science 2013-03-18 Adheen Ajay , D. Venkataraman

Equality-constrained models naturally arise in problems in which measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting…

Computation · Statistics 2025-04-28 Shenggang Hu , Hongsheng Dai , Fanlin Meng , Louis Aslett , Murray Pollock , Gareth O. Roberts

In this paper three different scenarios in wide band spectrum sensing have been studied. While the signal and noise statistics are supposed to be unspecified, random matrixes have been utilized in order to estimate the noise variance. These…

Signal Processing · Electrical Eng. & Systems 2018-03-14 Sajjad Imani , Amin Banitalebi-Dehkordi , Mehdi Cheraghi
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